Senior Quantitative Risk Actuary
Core
Senior actuary providing 2nd line quantitative oversight for validation, reserving, financial market, and credit risk processes to ensure regulatory compliance and robust model governance.
Role type
Senior IC quantitative risk actuary (2nd line oversight)
Builds
Independent validation reports, ORSA inputs, stress test scenarios, and regulatory submissions
Domain
Insurance (Lloyd's market) / Solvency II / Actuarial Science
Deliverable
production ML models | dashboards & analysis | client delivery
Required skills
Internal model validation, reserve risk assessment, capital modelling review, financial market risk analysis, credit risk oversight, ORSA scenario testing, regulatory reporting, quantitative stress testing
Preferred skills
2nd line oversight experience, enterprise risk management, model governance frameworks, investment strategy/ALM, emerging risk quantification
Technologies
Solvency II frameworks, Lloyd's standards, ORSA tools
Responsibilities
Lead end-to-end internal model validation for S1084/S1176; Provide independent oversight of reserving processes and assumptions; Conduct independent assessment of market and credit risk exposures; Develop and challenge quantitative stress tests for ORSA; Present quantitative findings to risk and capital committees
Seniority
Senior, hands-on IC